111 results on '"Hinz, Juri"'
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2. Optimal Forward Trading and Battery Control Under Renewable Electricity Generation
3. Commodity Resource Valuation And Extraction: A Pathwise Programming Approach
4. A Note on Optimal Double Spending Attacks
5. Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
6. On fair pricing of emission-related derivatives
7. Optimal forward trading and battery control under renewable electricity generation
8. A Revenue-Equivalence Theorem for Electricity Auctions
9. Optimizing a Portfolio of Power-Producing Plants
10. Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets
11. A Note on Optimal Double Spending Attacks
12. Risk-Averse Equilibrium Modeling and Social Optimality of Cap-and-Trade Mechanisms
13. An Algorithmic Approach to Optimal Asset Liquidation Problems
14. On Value of Flexibility in Energy Risk Management. Concepts, Models, Solutions
15. Risk-Neutral Models for Emission Allowance Prices and Option Valuation
16. Risk Aversion in Modeling of Cap-and-Trade Mechanism and Optimal Design of Emission Markets
17. Market Design for Emission Trading Schemes
18. An Algorithm for Making Regime-Changing Markov Decisions
19. Risk management in power markets: The Hedging value of production flexibility
20. A Computational Approach to Sequential Decision Optimization in Energy Storage and Trading
21. Quantitative Modeling of Emission Markets
22. Valuing virtual production capacities on flow commodities
23. Optimal bid strategies for electricity auctions
24. Variables Reduction in Sequential Resource Allocation Problems
25. An Application of High-Dimensional Statistics to Predictive Modeling of Grade Variability
26. Resilience Analysis for Double Spending via Sequential Decision Optimization
27. rcss: R package for optimal convex stochastic switching
28. Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
29. Using Convex Switching Techniques for Partially Observable Decision Processes
30. rcss: R package for optimal convex stochastic switching.
31. Hypergroup Actions and Wavelets
32. Stochastic switching for partially observable dynamics and optimal asset allocation
33. Solutions and diagnostics of switching problems with linear state dynamics
34. Algorithmic Solutions for Optimal Switching Problems
35. Solving Control Problems with Linear State Dynamics - A Practical User Guide
36. Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations Stephen Jewson Anders Brix Christine Ziehmann
37. Алгоритмы для оптимального управления стохастических систем переключающегося типа
38. Properly designed emissions trading schemes do work!
39. Stochastic switching for partially observable dynamics and optimal asset allocation.
40. Optimal Stochastic Switching under Convexity Assumptions
41. A martingale method of portfolio optimization for unobservable mean rate of return
42. Jump-Diffusion Modeling in Emission Markets
43. On fair pricing of emission-related derivatives
44. Storage Costs in Commodity Option Pricing
45. Optimal Stochastic Control and Carbon Price Formation
46. PRICING FLOW COMMODITY DERIVATIVES USING FIXED INCOME MARKET TECHNIQUES
47. Equilibrium strategies in random-demand procurement auctions with sunk costs
48. Pricing electricity risk by interest rate methods
49. Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations, Stephen Jewson, Anders Brix, and Christine Ziehmann
50. Modelling day‐ahead electricity prices
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